Last Update: 20 Sep 2021 8:15 GMT+0
The Canada 10Y Government Bond has a 1.283% yield.
10 Years vs 2 Years bond spread is 82.7 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 0.25% (last modification in March 2020).
The Canada credit rating is AAA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 37.80 and implied probability of default is 0.63%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 19.6 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 44.2 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 82.7 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
AAA
|
- |
| Moody's Investors Service |
Aaa
|
- |
| Fitch Ratings |
AA+
|
- |
| DBRS |
AAA
|
- |
| Canada Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 0.25% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 37.80 | 0.00 % | 0.00 % | +14.55 % | 0.63 % |
Canada Government Bonds
Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link , to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.
| Residual Maturity |
Yield | ZC Price | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 1 month | 0.197% | 0.0 bp | +11.3 bp | ||||||
| 2 months | 0.094% | -8.9 bp | +0.9 bp | ||||||
| 3 months | 0.119% | -5.8 bp | +3.1 bp | ||||||
| 6 months | 0.159% | -3.8 bp | +2.8 bp | ||||||
| 1 year | 0.260% | -0.4 bp | +13.4 bp | 99.74 | 0.00 % | -0.13 % | |||
| 2 years | 0.456% | +1.6 bp | +19.5 bp | 99.09 | -0.04 % | -0.39 % | |||
| 3 years | 0.557% | +0.6 bp | +19.9 bp | 98.35 | -0.02 % | -0.59 % | |||
| 4 years | 0.817% | +7.0 bp | +23.8 bp | 96.80 | -0.28 % | -0.94 % | |||
| 5 years | 0.898% | +8.2 bp | -10.9 bp | 95.63 | -0.41 % | +0.55 % | |||
| 7 years | 1.068% | +12.5 bp | +5.6 bp | 92.83 | -0.87 % | -0.39 % | |||
| 10 years | 1.283% | +14.0 bp | -30.9 bp | 88.03 | -1.38 % | +3.09 % | |||
| 20 years | 1.672% | +11.3 bp | -15.8 bp | 71.77 | -2.21 % | +3.15 % | |||
| 30 years | 1.820% | +9.4 bp | -23.8 bp | 58.21 | -2.74 % | +7.26 % | |||
Canada 10Y Bond Yield Spread
The Canada 10Y Government Bond has a 1.283% yield. Click on Spread value for the historical serie.
A positive spread, marked by a red circle, means that the 10Y Bond Yield is higher than the corresponding foreign bond. Instead, a negative spread is marked by a green circle.
Click on the values in "Current Spread" column, for the historical series of the spread.
Click on the "Compare" button, for a report with the full comparison between the two countries, with all the available data.
| Canada 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
|---|---|---|---|---|---|
| Germany 10Y | 159.6 bp | -4.2 bp | -28.4 bp | Compare | |
| France 10Y | 125.8 bp | -3.3 bp | -37.5 bp | Compare | |
| Japan 10Y | 123.8 bp | +10.1 bp | -24.5 bp | Compare | |
| Spain 10Y | 94.7 bp | +1.6 bp | -30.0 bp | Compare | |
| Italy 10Y | 56.7 bp | -2.9 bp | -35.8 bp | Compare | |
| United Kingdom 10Y | 46.8 bp | -14.8 bp | -27.8 bp | Compare | |
| Australia 10Y | -0.7 bp | -7.7 bp | +25.0 bp | Compare | |
| United States 10Y | -6.0 bp | +5.2 bp | +7.8 bp | Compare | |
| China 10Y | -160.8 bp | +11.7 bp | +6.8 bp | Compare | |
| India 10Y | -486.3 bp | +22.8 bp | -26.2 bp | Compare | |
| Russia 10Y | -580.7 bp | 0.0 bp | -36.4 bp | Compare | |
| Brazil 10Y | -980.7 bp | -30.3 bp | -275.8 bp | Compare |
Canada Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The highlighted column refers to the zero coupon bond.
For each maturity, the current market yield is shown.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 30 years | 1.820% | 58.21 | 81.17 | 127.09 | 173.02 | 218.94 | 264.86 | |
| 20 years | 1.672% | 71.77 | 88.66 | 122.42 | 156.18 | 189.94 | 223.70 | |
| 10 years | 1.283% | 88.03 | 97.36 | 116.02 | 134.68 | 153.33 | 171.99 | |
| 7 years | 1.068% | 92.83 | 99.54 | 112.96 | 126.38 | 139.81 | 153.23 | |
| 5 years | 0.898% | 95.63 | 100.50 | 110.23 | 119.97 | 129.70 | 139.44 | |
| 4 years | 0.817% | 96.80 | 100.72 | 108.56 | 116.40 | 124.23 | 132.07 | |
| 3 years | 0.557% | 98.35 | 101.31 | 107.25 | 113.18 | 119.12 | 125.05 | |
| 2 years | 0.456% | 99.09 | 101.08 | 105.05 | 109.03 | 113.00 | 116.97 | |
| 1 year | 0.260% | 99.74 | 100.74 | 102.73 | 104.73 | 106.72 | 108.72 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||